ASX SPI 200 Index Future March 2016


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 4,984.0 5,126.0 142.0 2.8% 5,021.0
High 5,083.0 5,126.0 43.0 0.8% 5,048.0
Low 4,953.0 5,112.0 159.0 3.2% 4,829.0
Close 5,083.0 5,112.0 29.0 0.6% 4,973.0
Range 130.0 14.0 -116.0 -89.2% 219.0
ATR 84.9 81.9 -3.0 -3.5% 0.0
Volume 4 10 6 150.0% 83
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 5,158.7 5,149.3 5,119.7
R3 5,144.7 5,135.3 5,115.9
R2 5,130.7 5,130.7 5,114.6
R1 5,121.3 5,121.3 5,113.3 5,119.0
PP 5,116.7 5,116.7 5,116.7 5,115.5
S1 5,107.3 5,107.3 5,110.7 5,105.0
S2 5,102.7 5,102.7 5,109.4
S3 5,088.7 5,093.3 5,108.2
S4 5,074.7 5,079.3 5,104.3
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 5,607.0 5,509.0 5,093.5
R3 5,388.0 5,290.0 5,033.2
R2 5,169.0 5,169.0 5,013.2
R1 5,071.0 5,071.0 4,993.1 5,010.5
PP 4,950.0 4,950.0 4,950.0 4,919.8
S1 4,852.0 4,852.0 4,952.9 4,791.5
S2 4,731.0 4,731.0 4,932.9
S3 4,512.0 4,633.0 4,912.8
S4 4,293.0 4,414.0 4,852.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,126.0 4,901.0 225.0 4.4% 63.0 1.2% 94% True False 14
10 5,126.0 4,829.0 297.0 5.8% 51.4 1.0% 95% True False 34
20 5,144.0 4,829.0 315.0 6.2% 31.2 0.6% 90% False False 20
40 5,290.0 4,829.0 461.0 9.0% 25.6 0.5% 61% False False 110
60 5,595.0 4,829.0 766.0 15.0% 20.1 0.4% 37% False False 74
80 5,595.0 4,829.0 766.0 15.0% 17.1 0.3% 37% False False 61
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.8
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,185.5
2.618 5,162.7
1.618 5,148.7
1.000 5,140.0
0.618 5,134.7
HIGH 5,126.0
0.618 5,120.7
0.500 5,119.0
0.382 5,117.3
LOW 5,112.0
0.618 5,103.3
1.000 5,098.0
1.618 5,089.3
2.618 5,075.3
4.250 5,052.5
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 5,119.0 5,087.8
PP 5,116.7 5,063.7
S1 5,114.3 5,039.5

These figures are updated between 7pm and 10pm EST after a trading day.

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